Two Sigma Ventures

About Us

Pursuit of truth in credit.

By using machine learning to anticipate and manage risk in credit, we’re empowering our partners and lenders to unlock opportunity and access for more borrowers, everywhere.

We strive to be the preferred partner to lending platforms, providing not only access to capital but also underwriting technology capabilities to allow innovative lending platforms to grow their business.

Our firm is made up of 60+ professionals working in San Mateo (HQ) and New York, working in-office on Tuesdays and Thursdays. We are passionate, hard-working, relentlessly-resourceful, impact-focused individuals. We deeply value intellectual curiosity, independence of thought, creative idea generation, empathy, and close collaboration.

The Role

As a Data Engineer, you will work alongside quantitative researchers finance and operations, investor relations and sales, and capital markets and partnerships.

Your role is to develop the systems and data pipelines that enable the shared data asset informing every decision of the firm.

What You'll Do

• Partner with stakeholders and senior leaders across Theorem to understand needs and data-driven workflows
• Work closely with and receive mentorship from senior engineers in the firm
• Work with leadership to set data-related priorities for the firm
• Design and develop new or improved capabilities for Theorem's data infrastructure
• Build complex data pipelines with very high demands for correctness and robustness
• Develop robust software to support new and existing data projects and initiatives across the firm

You Will Own

• The creation of an end-to-end reporting pipeline that allows for the comparison of predicted whole loan asset performance against realized performance
• Deprecation and turndown of legacy data pipelines & reporting systems
• Deployment of Apache Spark and related distributed data processing infrastructure
• Increasing the availability and decreasing data staleness through driving clear ETL ownership and automated alerting strategies
• Integration of system operational data sources into the Theorem data warehouse
• Quantifying and tracking data quality across all pipelines and build technology to systematize improvements
• Normalizing, standardizing, and cataloging all data used across the firm with an eye towards end-user discovery and accessibility

What We're Looking For

• Minimum of 4 years of Data Engineering experience at a technology company
• Ability to partner with non-technical colleagues to transform business requirements into technical solutions
• Experience building automated reports, dashboards, & visualizations of curated data, e.g. SQL, Jupyter, Tableau, Looker
• Experience assessing, implementing, and monitoring data validation and quality (correctness, completeness, availability, etc)
• Fluency in SQL and Python
• Deep expertise in relational data modeling, schema design, and normalization

Bonus:

• Experienced with containerized environments, e.g. Kubernetes, Docker
• Experience using Bazel
• Previous financial experience in ABS

Expertise in a few of the following areas:

• Distributed computation/query frameworks, e.g. Apache Spark, Databricks, Presto
• Distributed columnar data warehouses, e.g. AWS Redshift, Google BigQuery, Snowflake
• ETL and data cataloging frameworks, e.g. Hive/AWS Glue, Fivetran, dbt
• DAG/workflow management tools, e.g. Argo, Airflow
• Streams/queues/event sourcing, e.g. Kafka, AWS MSK

Characteristics To Thrive

• Hardworking and gritty
• Ethical, intellectually honest and transparent
• Detail oriented
• Proactive communicator
• Enjoys working in small, high-impact teams
• Seeks end-to-end ownership of outcomes
• Bias for action and moves fast to solve problems
• Welcomes and adapts behavior to feedback
• Collaborative and team success-oriented
  
  

Additional Information:

• Expected full-time salary range between $150,000 to $220,000 + bonus + equity + benefits.
• Advertised and actual salary ranges may differ by geographic area, work experience, education, and/or skill level.

Our Commitment

We foster an environment that welcomes professionals with a diversity of backgrounds and ideas. We value professionals who are thoughtful, innovative, tenacious, and mission-driven. Every member of the team has a major impact on the company's success with visible contributions to the business. We encourage and reward growth, learning, and a solutions-seeking mindset. We offer a competitive salary and opportunity for equity ownership, generous benefits, and an inclusive and collaborative work environment. If you’re excited by the opportunities to create outsized impact as part of a world-class team, we strongly encourage you to apply.

We provide reasonable accommodation for qualified individuals with disabilities and disabled veterans in job application procedures. If you have any difficulty using our online system and you need an accommodation due to a disability, you may use the following alternative email address to contact us about your interest in employment: careers@theoremlp.com. Alternatively, you can contact us at 415-489-0457.